Q:
So, as you can see, I use "_self" in order to make the css menu javascript
URL open in same window when left-clicked.
If I set it to empty it opens in new window (is that
correct behaviour (I thought we should use _blank to
get that effect).

A:
In the menuItems you can set target parameter for each css menu javascript item
individually.
The following parameter:
var itemTarget="_blank";
sets target for all items, so if you haven't specified target for the
item